+60.7%
FLUT vs EPAM
+1,105.1%
-1,044.3%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EPAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +20.6% | -19.2% | -0.8% |
| 7D | +4.8% | +23.0% | -18.2% | +2.3% |
| 30D | +8.8% | +51.6% | -42.8% | +3.9% |
| 3M | -10.7% | +50.8% | -61.5% | -14.8% |
| 6M | -19.7% | +51.1% | -70.8% | -23.6% |
| YTD | -61.4% | -19.1% | -42.3% | -61.3% |
| 1Y | -61.6% | +3.0% | -64.6% | -62.3% |
| 3Y | -51.4% | -31.2% | -20.2% | -51.3% |
| 5Y | -51.0% | -76.5% | +25.5% | -50.8% |
| 10Y | -25.2% | +168.4% | -193.6% | -19.8% |
| All | +60.7% | +1,105.1% | -1,044.3% | +70.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EPAM.
Daily Out/Under-Performance
Portfolio return minus EPAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EPAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EPAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling